+18.2%
AEP vs ZCMD
-99.9%
+118.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | -0.2% |
| 7D | +1.8% | -8.0% | +9.8% | +1.8% |
| 30D | -0.8% | -27.9% | +27.1% | -0.8% |
| 3M | -1.8% | -74.6% | +72.8% | -1.3% |
| 6M | -5.4% | -99.5% | +94.1% | -2.6% |
| YTD | +10.4% | -99.7% | +110.2% | +13.5% |
| 1Y | +18.2% | -99.9% | +118.0% | +22.5% |
| All | +18.2% | -99.9% | +118.0% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ZCMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling